Whether you're buying a Coarse sandpaper, which has a grit of 50 on down, should be reserved for rougher projects that need a lot of sanding. Regular grit for normal sanding is between 60 and 80. And finally, for finessing your project at the final stages of sanding, use sandpaper with a grit between 180 and 100.
Safety Tips
In terms of safety, you'll want to make sure you're continually clearing your work area and sander from excessive dust, consider the mounting clips are in good shape and that they aren't broken or could possibly interfere with the area you are sanding.